Nagler, Thomas
Vatter, Thibault
2020-11-23
<p><a href="https://vinecopulib.github.io/vinecopulib/">vinecopulib</a> is a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, in particular inference algorithms for both vine copula and bivariate copula models</p>
https://doi.org/10.5281/zenodo.4287555
oai:zenodo.org:4287555
Zenodo
https://github.com/vinecopulib/vinecopulib/tree/v0.5.5
https://doi.org/10.5281/zenodo.4287554
info:eu-repo/semantics/openAccess
MIT License
https://opensource.org/licenses/MIT
dependence
copula
vine
pair copula construction
simulation
vinecopulib
info:eu-repo/semantics/other